+33.8%
VWO vs VSH
+74.2%
-40.3%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +6.1% | -5.5% | -0.5% |
| 7D | -1.8% | +4.8% | -6.5% | -2.6% |
| 30D | -0.1% | -0.7% | +0.6% | -0.2% |
| 3M | +2.2% | -43.1% | +45.3% | +12.2% |
| 6M | +8.8% | +91.8% | -83.0% | -8.4% |
| YTD | +12.4% | +131.6% | -119.2% | -9.3% |
| 1Y | +15.6% | +118.1% | -102.5% | -6.1% |
| 3Y | +62.5% | +40.9% | +21.6% | +42.3% |
| All | +33.8% | +74.2% | -40.3% | +5.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded VSH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling